Profile Page Prof. Dr. Florentina Paraschiv

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Name Florentina Paraschiv
Title Prof. Dr.
Function
Institute/School ior/cf - Institute for Operations Research and Computational Finance, s/bf - Swiss Institute of Banking and Finance
Email address florentina.paraschiv@unisg.ch

Latest Additions (all)

  1. Item Wahlstrøm, Ranik Raaen; Paraschiv, Florentina & Schürle, Michael Hermann (2021) A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. Computational Economics, ISSN 0927-7099
  2. Item Paraschiv, Florentina: Business models for power-to-gas: A real-options approach. [Conference or Workshop Item] [img]
  3. Item Frauendorfer, Karl; Paraschiv, Florentina & Schürle, Michael (2018) Cross-Border Effects on Swiss Electricity Prices in the Light of the Energy Transition. 30. [img]
  4. Item Hagfors, Lars Ivar; Kamperud, Hilde Hørthe; Paraschiv, Florentina; Prokopczuk, Marcel; Sator, Alma & Westgaard, Sjur (2016) Prediction of extreme price occurrences in the German day-ahead electricity market. Quantitative finance, 16 (12). ISSN 1469-7688 [img]
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  5. Item Paraschiv, Florentina; Bunn, Derek & Westgaard, Sjur: Estimation and application of fully parametric multifactor quantile regression with dynamic coefficients. [Conference or Workshop Item] [img]
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  6. Item Schürle, Michael; Kovacevic, Raimund & Paraschiv, Florentina: Optimization of hydro storage systems and indifference pricing of power contracts. 2016. - 19th European Conference on Mathematics for Industry (ECMI). - Santiago de Compostela. [img]
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  7. Item Paraschiv, Florentina; Bunn, Derek & Westgaard, Sjur: A fully parametric approach for solving quantile regressions with time-varying coefficients. 2016. - Commodity Markets Conference 2016. - Hannover. [img]
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  8. Item Paraschiv, Florentina & Benth, Fred Espen: A Structural Model for Electricity Forward Prices. School of Finance Working Paper Series, 2016, 2016/11. [img]
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  9. Item Paraschiv, Florentina & Benth, Fred Espen: Structural model for electricity forward prices. [Conference or Workshop Item] [img]
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  10. Item Paraschiv, Florentina; Bunn, Derek & Westgaard, Sjur: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. School of Finance Working Paper Series, 2016, 7. [img]
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